So, I'm a bit of an idiot when it comes to computerized cars (Specifically, I've avoided them as I understand far more about a carburetor). I understand what these (potentially) broken pieces do (Especially the EGR), but I don't really know if I should dive in and start testing wires and replacing sensors, or what. The following error codes are as follows:

P0153 O2 sensor
P0161 02 Sensor
P1441 Something to with the purge canister, bad gas cap, or vacuum leak?
P1661 "MIL circuit" Check engine light is malfunctioning? How does that work?
P0400, EGR, not really worried about this one, I have a scan tool cable somewhere for a laptop and I can try to cycle the EGR solenoid to see if it's the solenoid or EGR it's self.
P1114, low coolant sensor voltage, not worried about this one, but it's there.

So should I just get another multimeter and try to check these sensors to see if they are really bad (Voltage out of spec, if so, what is the spec?)?

Thanks for any help you can give, I'm not use to these computerized wizardry cars with strange alien parasite pancake spider looking distributors.